FIDELITY MOMENTUM FACTOR ETF
Symbol: FDMO
Exchange: NYSE
Sector: Technology
Category: Large Growth
Inception date: 12/09/2016
Latest date: 03/06/2026
Current price: $96.61
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
7.12%
Ann. -33.35% (Sharpe / Sortino numerator)
Volatility
25.28%
Sharpe ratio
-1.463
VaR 95%
-2.28%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
16.54%
Ann. -15.75% (Sharpe / Sortino numerator)
Volatility
20.92%
Sharpe ratio
-0.926
VaR 95%
-2.13%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
14.87%
Ann. -5.08% (Sharpe / Sortino numerator)
Volatility
19.37%
Sharpe ratio
-0.449
VaR 95%
-2.00%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
32.96%
Ann. 23.16% (Sharpe / Sortino numerator)
Volatility
22.11%
Sharpe ratio
0.883
VaR 95%
-1.92%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
60.69%
Ann. 17.45% (Sharpe / Sortino numerator)
Volatility
20.35%
Sharpe ratio
0.679
VaR 95%
-2.08%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
112.71%
Ann. 22.97% (Sharpe / Sortino numerator)
Volatility
18.16%
Sharpe ratio
1.065
VaR 95%
-1.78%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.
Average daily return
0.119%
Best day
3.972%
Worst day
-3.063%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $96.92 | $97.21 | $96.51 | $96.61 | 136,800 |
| 02/06/2026 | $96.17 | $97.08 | $96.17 | $96.92 | 42,400 |
| 01/06/2026 | $95.14 | $95.92 | $94.97 | $95.53 | 41,400 |
| 29/05/2026 | $95.88 | $95.97 | $95.11 | $95.55 | 41,000 |
| 28/05/2026 | $95.70 | $96.19 | $95.13 | $95.84 | 61,000 |
| 27/05/2026 | $96.18 | $96.18 | $94.99 | $95.82 | 46,500 |
| 26/05/2026 | $94.94 | $95.85 | $94.94 | $95.62 | 32,100 |
| 22/05/2026 | $94.25 | $94.45 | $93.92 | $93.93 | 35,500 |
| 21/05/2026 | $92.78 | $94.08 | $92.78 | $93.82 | 38,100 |
| 20/05/2026 | $92.33 | $93.32 | $92.26 | $93.02 | 29,500 |